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I could be wrong, but my experience tells me that in most cases these consumer sales will not materialize for the reasons given in this chapter Teaching retailers how to reach these wired youths through the Web is a futile exercise Amazon was the rst Web bookstore Within 3 years of its debut, almost everyone in the middle class in America had heard of it and had used it It was impossible for any pure-play Web bookstore to start up and succeed in competition with Amazon Established booksellers such as Barnes & Noble and Borders opened up competing Web sites In other elds, retailers rushed to become the rst mover More than a dozen online supermarkets were started, such as Peapod, Web Van, and Web Grocer Many travel sites opened up: Travelocity, Expedia, Priceline.

The conjinnation-undinversion model adds yet another element: If a buy signal is issued by the basic model, and the market is near the top of its range (Slow %K greater than 75%), then it is assumed that an inversion has occurred and, instead of issuing a buy signal, a sell signal is posted If a sell signal is generated, but the market is near the bottom of its range (Slow %K less than 25%), a buy signal is issued CHARACTERISTICS OF SEASONAL ENTRIES Consider trading a simple moving average crossover system Such a system is usually good at capturing trends, but it lags the market and experiences frequent whipsaws If slower moving averages are used, the whipsaws can be avoided, but the lag is made worse Now add seasonality to the equation, The trend-following moving average system is applied, not to a series of prices, but to a.

Banks, insurance companies, discount brokers, department stores every type of business rushed to be the rst and the best on the Web As people began to see that the sales just weren t materializing, they began to try to understand why There was the debate between the pureplay and the bricks and clicks merchants Pure-play referred to Web sellers who had no retail stores At rst, Amazon was pure-play, as were E*TRADE and Pricelinecom Some said that success at Web selling would more likely come to established chains that had bricks-and-mortar enterprises, could offer local delivery, were used to lling orders in quantities of one, and understood retailing Barnes & Noble, by this reasoning, should be much more successful than Amazon because Barnes & Noble had thousands of retail stores.

series that captures the seasonal ebb and flow of the market. Then compute the seasonal series so it represents that ebb and flow, as it will be several days from now-just far enough ahead to cancel out the annoying lag! The result: A system without lag (despite the use of slow, smooth, moving averages) that follows seasonal trends. The ability to remove lag in this way stems from one of the characteristics of seasonality: Seasonal patterns can be estimated far in advance. In other words, seasonality-based models are predictive, as opposed to merely responsive. Since seasonality-based models are predictive, and allow turning points to be identified before their occurrence, seasonal-based trading lends itself to countertrend trading styles. Moreover, because predictions can be made far in advance, very high quality smoothing can be applied. Therefore, the kind of whipsaw trading encountered in responsive models is reduced or eliminated. Another nice characteristic of seasonality is the ability to know days, weeks, months, or even years in advance when trades will occur--certainly a convenience. Seasonality also has a downside. The degree to which any given market may be predicted using a seasonal model may be poor. Although there may be few whipsaws, the typical trade may not be very profitable or likely to win. If inversions do occur, but the trading model being used was not designed to take them into account, sharp losses could be experienced because the trader could end up going short at an exact bottom, or long at an exact top. The extent to which seasonal models are predictive and useful and the possibility that inversion phenomena do exist and need to be considered are questions for empirical study.

Entries based on seasonality may be effected in at least three ways: with stops, limits, or market orders. While a particular entry option may work especially well with a particular model, any entry may be used with any model. Entry orders themselves have their own advantages and disadvantages. The advantage of a market or&r is that no signaled entry will be missed. Stop orders ensure that no significant trends (in a trend-following model) will elude the trader, and that entry will not occur without confirmation by movement in favor of the trade (possibly beneficial in some countertrend models). The disadvantages are greater slippage and less favorable entry prices, A limit order gets the trader the best price and minimizes transaction costs. However, important trends may be missed while waiting indefinitely for a retracement to the limit price. In countertrend models, a limit order may occasionally worsen the entry price. The entry order may be tilled at the limit price, rather than at a price determined by the negative slippage that sometimes occurs when the market is moving against the trade at the time of entry!